private void Initialize(OptMultivariateFunction function, OptMultivariateGradient gradient, OptBoundVariable[] variables)
{
this.internalFunction = new SFUN(function, gradient, variables);
this.MeOptVariable = null;
this.MeOptBoundVariable = OptBoundVariable.GetClon(variables);
this.CheckAndSetBounds(this.MeOptBoundVariable);
this.MeExternalVariables = new double[this.MeOptBoundVariable.Length];
int numFreeVariable = 0;
for (int i = 0; i < this.MeOptBoundVariable.Length; i++)
{
this.MeExternalVariables[i] = variables[i].InitialGuess;
if (this.MeOptBoundVariable[i].Fixed == false) numFreeVariable++;
}
this.MeF = function(this.MeExternalVariables);
this.MeNumFreeVariables = numFreeVariable;
this.MeFreeVariables = new double[numFreeVariable];
this.MeGradientArray = new double[numFreeVariable];
int index = 0;
for (int i = 0; i < this.MeOptBoundVariable.Length; i++)
{
if (this.MeOptBoundVariable[i].Fixed == false)
{
this.MeFreeVariables[index] = this.MeOptBoundVariable[i].InitialGuess;
index++;
}
}
//W - (REAL*8)(REAL*8) WORK VECTOR OF LENGTH AT LEAST 14*N
//LW - (INTEGER) THE DECLARED DIMENSION OF W
this.MeLW = 14 * this.MeNumFreeVariables;
this.MeW = new double[this.MeLW];
this.MeMAXIT = Math.Max(1, this.MeNumFreeVariables / 2);
}